Thread View: sci.math.research
1 messages
1 total messages
Started by Debojyoti A Sarkar
Fri, 11 Dec 1992 18:01
Help
Author: Debojyoti A Sarkar
Date: Fri, 11 Dec 1992 18:01
Date: Fri, 11 Dec 1992 18:01
15 lines
1207 bytes
1207 bytes
I have the following problem: min J=summation t=0 to inf 1/2(r* - r(t))**2 s.t. q(t+1) = (1-d)q(t)+c(t)+h(t) r(t)=f(q(t)), f'<0 h(t)=g(r(t-1)) q0 (initial q) given. Is it possible to get a closed form solution for (c(t) and h(t)) t=0 to inf? The control variables are c and h and the state variable is q. Initially I am interested in a deterministic setup, but later on I would like to have a stochastic system where the uncertainty would entre as follows : r(t)=f(q(t), w(t)) where w would be the source of uncertainty.
Thread Navigation
This is a paginated view of messages in the thread with full content displayed inline.
Messages are displayed in chronological order, with the original post highlighted in green.
Use pagination controls to navigate through all messages in large threads.
Back to All Threads